Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47914.94 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46520.06 Kr¶

PnL: ---------------------------------------> -368.51 Kr¶

DD now: ---------------------------------> -1.47 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 13:13:49.621881'

Anic Portfolio¶

Today¶

Return: 0.803 %¶

This Week¶

Return: 0.803 %¶

Total¶

Return: 56.861 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.510000 2863.000000 227.000000 8.610000 2636.000010
Beijer Electronics Group 26 0.000000 3135.600000 164.600000 5.540000 2971.000006
Corem Property Group B 59 4.040000 669.060000 92.060000 15.950000 576.999999
Samhällsbyggnadsbo. i Norden B 20 4.240000 443.000000 88.000000 24.790000 355.000000
HMS Networks 2 1.630000 723.600000 50.600000 7.520000 673.000000
Samhällsbyggnadsbo. i Norden D 12 4.260000 270.240000 24.240000 9.850000 246.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Nordea Bank Abp 29 0.760000 3475.360000 21.360000 0.620000 3453.999992
Boozt 12 0.290000 1675.200000 21.200000 1.280000 1653.999996
Coor Service Management Hold. 8 0.810000 550.400000 18.400000 3.460000 532.000000
OEM International B 7 1.560000 545.300000 17.300000 3.280000 527.999997
Intrum 4 1.880000 542.400000 15.400000 2.920000 527.000000
Midsona B 63 0.640000 595.980000 12.980000 2.230000 582.999984
Eastnine 4 -0.950000 500.800000 9.800000 2.000000 491.000000
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
Norva24 Group 16 -0.290000 551.680000 8.680000 1.600000 543.000000
Resurs Holding 22 -0.490000 582.120000 8.120000 1.410000 573.999998
MedCap 2 1.180000 429.000000 8.000000 1.900000 421.000000
AcadeMedia 12 0.560000 564.480000 7.480000 1.340000 557.000004
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Essity B 2 0.490000 579.200000 5.200000 0.910000 574.000000
Handelsbanken A 5 0.270000 547.250000 1.250000 0.230000 546.000000
Securitas B 6 1.300000 570.960000 0.960000 0.170000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.190000 560.700000 -1.300000 -0.230000 562.000005
Creaspac SPAC 6 -0.730000 574.800000 -2.200000 -0.380000 577.000002
Swedbank A 3 -0.050000 560.700000 -3.300000 -0.590000 564.000000
CTEK 13 1.580000 526.110000 -7.890000 -1.480000 533.999999
SAAB B 8 1.970000 3347.200000 -29.800000 -0.880000 3377.000000
International Petroleum Corp. 5 2.980000 536.000000 -58.570000 -9.850000 594.565215
Vivesto 1368 1.950000 543.920000 -69.080000 -11.270000 612.999432
Sampo Oyj SDB 7 0.370000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 -1.470000 1512.000000 -152.000000 -9.130000 1663.999992
Axfood 13 0.290000 3565.900000 -190.100000 -5.060000 3756.000001
Ovzon 52 3.990000 3114.800000 -247.200000 -7.350000 3361.999992
Fasadgruppen Group 35 -0.810000 3437.000000 -374.000000 -9.810000 3810.999990
TOTAL 46520.060000 -368.510000 -1.47019% 46888.564618

Updated:¶

'2023-01-16 13:14:01.908681'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶